DREIX vs. DISVX
Compare and contrast key facts about DFA World Core Equity Portfolio (DREIX) and DFA International Small Cap Value Portfolio (DISVX).
DREIX is managed by Dimensional. It was launched on Mar 6, 2012. DISVX is managed by Dimensional. It was launched on Dec 28, 1994.
Performance
DREIX vs. DISVX - Performance Comparison
Loading graphics...
DREIX vs. DISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | -2.71% | 21.88% | 14.91% | 20.52% | -14.84% | 19.09% | 13.43% | 25.48% | -12.30% | 24.27% |
DISVX DFA International Small Cap Value Portfolio | 0.00% | 52.17% | 7.88% | 17.58% | -9.80% | 15.84% | 0.82% | 21.04% | -23.36% | 25.41% |
Returns By Period
Over the past 10 years, DREIX has outperformed DISVX with an annualized return of 10.91%, while DISVX has yielded a comparatively lower 10.01% annualized return.
DREIX
- 1D
- -0.43%
- 1M
- -8.69%
- YTD
- -2.71%
- 6M
- 0.65%
- 1Y
- 19.92%
- 3Y*
- 15.63%
- 5Y*
- 9.12%
- 10Y*
- 10.91%
DISVX
- 1D
- -0.35%
- 1M
- -12.61%
- YTD
- 0.00%
- 6M
- 7.44%
- 1Y
- 37.90%
- 3Y*
- 21.91%
- 5Y*
- 13.28%
- 10Y*
- 10.01%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DREIX vs. DISVX - Expense Ratio Comparison
DREIX has a 0.27% expense ratio, which is lower than DISVX's 0.46% expense ratio.
Return for Risk
DREIX vs. DISVX — Risk / Return Rank
DREIX
DISVX
DREIX vs. DISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA World Core Equity Portfolio (DREIX) and DFA International Small Cap Value Portfolio (DISVX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DREIX | DISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 2.26 | -0.98 |
Sortino ratioReturn per unit of downside risk | 1.85 | 2.78 | -0.93 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.45 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 2.59 | -1.28 |
Martin ratioReturn relative to average drawdown | 6.30 | 10.39 | -4.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DREIX | DISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 2.26 | -0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | 0.84 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.60 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.50 | +0.17 |
Correlation
The correlation between DREIX and DISVX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DREIX vs. DISVX - Dividend Comparison
DREIX's dividend yield for the trailing twelve months is around 5.43%, less than DISVX's 7.21% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DREIX DFA World Core Equity Portfolio | 5.43% | 5.06% | 3.22% | 3.23% | 3.54% | 1.40% | 1.47% | 2.12% | 2.88% | 1.42% | 1.77% | 2.11% |
DISVX DFA International Small Cap Value Portfolio | 7.21% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
Drawdowns
DREIX vs. DISVX - Drawdown Comparison
The maximum DREIX drawdown since its inception was -36.65%, smaller than the maximum DISVX drawdown of -61.57%. Use the drawdown chart below to compare losses from any high point for DREIX and DISVX.
Loading graphics...
Drawdown Indicators
| DREIX | DISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.65% | -61.57% | +24.92% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -13.26% | +1.47% |
Max Drawdown (5Y)Largest decline over 5 years | -24.83% | -27.43% | +2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -36.65% | -49.24% | +12.59% |
Current DrawdownCurrent decline from peak | -9.15% | -12.61% | +3.46% |
Average DrawdownAverage peak-to-trough decline | -4.86% | -12.24% | +7.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.64% | 3.30% | -0.66% |
Volatility
DREIX vs. DISVX - Volatility Comparison
The current volatility for DFA World Core Equity Portfolio (DREIX) is 4.80%, while DFA International Small Cap Value Portfolio (DISVX) has a volatility of 6.40%. This indicates that DREIX experiences smaller price fluctuations and is considered to be less risky than DISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DREIX | DISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 6.40% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 8.47% | 10.69% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.79% | 16.28% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.20% | 15.93% | -0.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.42% | 16.71% | -0.29% |